-100.0%
GWAV vs VT
+227.4%
-327.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +11.1% | +0.4% | +10.7% | +10.7% |
| 30D | +47.7% | +1.0% | +46.8% | +46.5% |
| 3M | +48.6% | +2.4% | +46.2% | +46.2% |
| 6M | +32.7% | +12.0% | +20.7% | +24.4% |
| YTD | -0.8% | +15.3% | -16.1% | -8.2% |
| 1Y | -21.1% | +22.6% | -43.7% | -29.3% |
| 3Y | -100.0% | +74.7% | -174.6% | -100.0% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +227.4% | -327.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling